ContinuousDPs.jl

Routines for solving continuous state dynamic programs by the Bellman equation collocation method

Installation

To install the package, open the Julia package manager (Pkg) and type

add https://github.com/QuantEcon/ContinuousDPs.jl

Demo Notebooks

• Stochastic optimal growth model
• Examples from Miranda and Fackler 2002, Chapter 9